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Financial frictions and shocks in an estimated small open economy DSGE model
Doojav, Gan-Ochir; Kalirajan, Kaliappa - In: Journal of quantitative economics 18 (2020) 2, pp. 253-291
Persistent link: https://www.econbiz.de/10012418824
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How oil shocks propagate: evidence on the monetary policy channel
Miyamoto, Wataru; Nguyen, Thuy Lan; Sergeyev, Dmitriy - 2024
Persistent link: https://www.econbiz.de/10014533433
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Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
Epstein-Zin preferences to study the volatility implications of a monetary policy shock. An unexpected increases in the policy … volatility effects of the shock are driven by agents' concern about the (in)ability of the monetary authority to reverse …
Persistent link: https://www.econbiz.de/10011389786
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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Monetary policy and the relative price of durable goods
Cantelmo, Alessandro; Melina, Giovanni - 2015
In a VAR model of the US, the response of the relative price of durables to a monetary contraction is either flat or mildly positive. It significantly falls only if narrowly defined as the ratio between new house and nondurables prices. These findings survive three identification strategies and...
Persistent link: https://www.econbiz.de/10010515460
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Dynamic effects of monetary policy shocks on macroeconomic volatility
Mumtaz, Haroon; Theodoridis, Konstantinos - 2015
Persistent link: https://www.econbiz.de/10012174650
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The new Keynesian DSGE model and alternative monetary policy rules in the Czech Republic
Bouda, Milan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 22 (2014) 1, pp. 41-55
Persistent link: https://www.econbiz.de/10010401217
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The role of labor market structure and shocks for monetary policy in Kazakhstan
Tolepbergen, Alisher - In: International journal of economic policy studies 16 (2022) 1, pp. 179-210
Persistent link: https://www.econbiz.de/10013199081
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The effects of structural shocks on macroeconomic fundamentals under aggressive monetary policy : the case of Turkey
Güngör, Mahmut Sami; Güloğlu, Bülent - In: International journal of business and economic sciences … 12 (2019) 2, pp. 7-21
prior distribution of structural parameters and shock processes are determined according to the literature. Then, we … consistent with theoretical framework of the new Keynesian synthesis. Besides, the historical shock decompositions of endogenous … monetary policy increases the effects of monetary policy shock on inflation while its impact on output gap and interest rate …
Persistent link: https://www.econbiz.de/10012239944
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Why does risk matter more in recessions than in expansions?
Andreasen, Martin Møller; Caggiano, Giovanni; … - 2021
Persistent link: https://www.econbiz.de/10012664059